| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-1999 |
07-Jun-1999 |
Change |
Change % |
Previous Week |
| Open |
2,030.40 |
2,109.41 |
79.01 |
3.9% |
2,089.70 |
| High |
2,109.47 |
2,155.39 |
45.92 |
2.2% |
2,109.47 |
| Low |
2,031.97 |
2,109.41 |
77.44 |
3.8% |
1,987.40 |
| Close |
2,109.41 |
2,152.69 |
43.28 |
2.1% |
2,109.41 |
| Range |
77.50 |
45.98 |
-31.52 |
-40.7% |
122.07 |
| ATR |
67.18 |
65.67 |
-1.51 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,277.10 |
2,260.88 |
2,177.98 |
|
| R3 |
2,231.12 |
2,214.90 |
2,165.33 |
|
| R2 |
2,185.14 |
2,185.14 |
2,161.12 |
|
| R1 |
2,168.92 |
2,168.92 |
2,156.90 |
2,177.03 |
| PP |
2,139.16 |
2,139.16 |
2,139.16 |
2,143.22 |
| S1 |
2,122.94 |
2,122.94 |
2,148.48 |
2,131.05 |
| S2 |
2,093.18 |
2,093.18 |
2,144.26 |
|
| S3 |
2,047.20 |
2,076.96 |
2,140.05 |
|
| S4 |
2,001.22 |
2,030.98 |
2,127.40 |
|
|
| Weekly Pivots for week ending 04-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,434.97 |
2,394.26 |
2,176.55 |
|
| R3 |
2,312.90 |
2,272.19 |
2,142.98 |
|
| R2 |
2,190.83 |
2,190.83 |
2,131.79 |
|
| R1 |
2,150.12 |
2,150.12 |
2,120.60 |
2,170.48 |
| PP |
2,068.76 |
2,068.76 |
2,068.76 |
2,078.94 |
| S1 |
2,028.05 |
2,028.05 |
2,098.22 |
2,048.41 |
| S2 |
1,946.69 |
1,946.69 |
2,087.03 |
|
| S3 |
1,824.62 |
1,905.98 |
2,075.84 |
|
| S4 |
1,702.55 |
1,783.91 |
2,042.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,155.39 |
1,987.40 |
167.99 |
7.8% |
66.11 |
3.1% |
98% |
True |
False |
|
| 10 |
2,155.39 |
1,960.55 |
194.84 |
9.1% |
68.37 |
3.2% |
99% |
True |
False |
|
| 20 |
2,239.86 |
1,960.55 |
279.31 |
13.0% |
62.09 |
2.9% |
69% |
False |
False |
|
| 40 |
2,283.55 |
1,952.36 |
331.19 |
15.4% |
70.78 |
3.3% |
60% |
False |
False |
|
| 60 |
2,283.55 |
1,943.92 |
339.63 |
15.8% |
65.41 |
3.0% |
61% |
False |
False |
|
| 80 |
2,283.55 |
1,864.90 |
418.65 |
19.4% |
63.73 |
3.0% |
69% |
False |
False |
|
| 100 |
2,283.55 |
1,838.65 |
444.90 |
20.7% |
64.63 |
3.0% |
71% |
False |
False |
|
| 120 |
2,283.55 |
1,607.53 |
676.02 |
31.4% |
61.29 |
2.8% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,350.81 |
|
2.618 |
2,275.77 |
|
1.618 |
2,229.79 |
|
1.000 |
2,201.37 |
|
0.618 |
2,183.81 |
|
HIGH |
2,155.39 |
|
0.618 |
2,137.83 |
|
0.500 |
2,132.40 |
|
0.382 |
2,126.97 |
|
LOW |
2,109.41 |
|
0.618 |
2,080.99 |
|
1.000 |
2,063.43 |
|
1.618 |
2,035.01 |
|
2.618 |
1,989.03 |
|
4.250 |
1,914.00 |
|
|